Quantification of operational risk under Basel II : the good, bad and ugly
著者
書誌事項
Quantification of operational risk under Basel II : the good, bad and ugly
（Finance and capital markets）
Palgrave Macmillan, 2008
- : hardback
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注記
Includes bibliographical references (p. 251-263) and index
内容説明・目次
内容説明
The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the real task of managing operational risk.
目次
Preliminary Concepts and Issues From Basel I to Basel II: A Great Leap Forward? Operational Risk: Definition, Features and Classification The Advanced Measurement Approach to Operational Risk Theoretical and Empirical Studies of Operational Risk Monte Carlo Simulation: Description and Examples Operational Risk: Where Do We Stand?
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